https://doi.org/10.1351/goldbook.10140
Discriminant analysis in which the criterion function is based on a combination of pooled covariance matrix and the individual within-group covariance matrix.
Note: The covariance matrix (\(\sum_{k}(\lambda)\)) is related to the class covariance matrix (\(\sum_{k}\)) and the pooled covariance matrix (\(\sum_{\rm{pooled}}\)) by \(\sum_{k}(\lambda) = (1 - \lambda)\sum_{k} + \lambda\sum_{\rm{pooled}}\)